Estimating and forecasting value at risk and expected shortfall: a backstory of Malaysia stock market during global financial crisis / Ahmad Fauze Abdul Hamit
A myriad of factors leading to the calamity of the financial crisis have been widely examined. Yet, past studies merely focused on the major causes while ignoring risk mismanagement - another important aspect which could be detrimental in certain circumstances. This study driven by the latest intent...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/37208/2/37208.pdf https://ir.uitm.edu.my/id/eprint/37208/ |
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| Institution: | Universiti Teknologi Mara |
| Language: | English |